PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-26 01:31:38.717157+00:00 (UTC)
In US/Central Time, this is 2024-03-25 20:31:38.717157-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896829 -0.474387 0.086357 -0.009098 0.545129 0.254474
1997-01-03 -0.885119 -0.474387 -0.155452 0.006408 0.744723 0.205305
1997-01-06 -0.881216 -0.474387 -0.064022 -0.016851 0.777603 0.269262
1997-01-07 -0.881216 -0.453568 -0.128986 -0.047862 0.837233 0.382902
1997-01-08 -0.892926 -0.453568 -0.021916 -0.086627 0.785264 0.496150
... ... ... ... ... ... ...
2024-03-19 -0.881216 -1.463278 -0.794264 1.657773 0.738744 0.558610
2024-03-20 -0.865603 -1.400822 -0.888100 1.719796 0.827918 0.465823
2024-03-21 -0.900732 -1.432050 -0.902537 1.727549 0.836540 0.472564
2024-03-22 -0.889023 -1.452869 -0.885694 1.727549 0.764101 0.313953
2024-03-25 -0.889023 -1.369594 -0.885694 1.727549 0.808695 0.313953

7194 rows × 6 columns

../_images/b3b1e333f0538d8a83f782da36de657e415b7a8b873885a8f4adb055e687daeb.png
pc1
DATE
1997-01-02   -0.577029
1997-01-03   -0.683140
1997-01-06   -0.666050
1997-01-07   -0.702402
1997-01-08   -0.672075
                ...   
2024-03-19   -1.571790
2024-03-20   -1.595934
2024-03-21   -1.625944
2024-03-22   -1.583077
2024-03-25   -1.569650
Name: PC1, Length: 7194, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/c0697aeb78806c122e1f34e2115b2366406b3de700d7c8610e4b7488be75b4b3.png
fig = px.line(pc1)
fig.show()
../_images/50de52ba7524fcaf20d9b36ee4d376f964252fd8aff3cc3e6d00842923310ae6.png